ECBOT 10 Year T-Note Future December 2011
Trading Metrics calculated at close of trading on 14-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2011 |
14-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
122-300 |
123-120 |
0-140 |
0.4% |
120-230 |
High |
123-150 |
123-120 |
-0-030 |
-0.1% |
122-130 |
Low |
122-290 |
122-280 |
-0-010 |
0.0% |
120-200 |
Close |
123-110 |
122-310 |
-0-120 |
-0.3% |
122-070 |
Range |
0-180 |
0-160 |
-0-020 |
-11.1% |
1-250 |
ATR |
0-206 |
0-203 |
-0-003 |
-1.6% |
0-000 |
Volume |
1,466 |
900 |
-566 |
-38.6% |
6,124 |
|
Daily Pivots for day following 14-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-183 |
124-087 |
123-078 |
|
R3 |
124-023 |
123-247 |
123-034 |
|
R2 |
123-183 |
123-183 |
123-019 |
|
R1 |
123-087 |
123-087 |
123-005 |
123-055 |
PP |
123-023 |
123-023 |
123-023 |
123-008 |
S1 |
122-247 |
122-247 |
122-295 |
122-215 |
S2 |
122-183 |
122-183 |
122-281 |
|
S3 |
122-023 |
122-087 |
122-266 |
|
S4 |
121-183 |
121-247 |
122-222 |
|
|
Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-030 |
126-140 |
123-064 |
|
R3 |
125-100 |
124-210 |
122-227 |
|
R2 |
123-170 |
123-170 |
122-174 |
|
R1 |
122-280 |
122-280 |
122-122 |
123-065 |
PP |
121-240 |
121-240 |
121-240 |
121-292 |
S1 |
121-030 |
121-030 |
122-018 |
121-135 |
S2 |
119-310 |
119-310 |
121-286 |
|
S3 |
118-060 |
119-100 |
121-233 |
|
S4 |
116-130 |
117-170 |
121-076 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123-270 |
120-300 |
2-290 |
2.4% |
0-278 |
0.7% |
70% |
False |
False |
1,416 |
10 |
123-270 |
120-120 |
3-150 |
2.8% |
0-238 |
0.6% |
75% |
False |
False |
1,284 |
20 |
123-270 |
120-120 |
3-150 |
2.8% |
0-179 |
0.5% |
75% |
False |
False |
1,148 |
40 |
123-270 |
120-030 |
3-240 |
3.0% |
0-098 |
0.3% |
77% |
False |
False |
576 |
60 |
123-270 |
117-130 |
6-140 |
5.2% |
0-066 |
0.2% |
86% |
False |
False |
384 |
80 |
123-270 |
115-280 |
7-310 |
6.5% |
0-049 |
0.1% |
89% |
False |
False |
289 |
100 |
123-270 |
115-210 |
8-060 |
6.7% |
0-039 |
0.1% |
89% |
False |
False |
231 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-160 |
2.618 |
124-219 |
1.618 |
124-059 |
1.000 |
123-280 |
0.618 |
123-219 |
HIGH |
123-120 |
0.618 |
123-059 |
0.500 |
123-040 |
0.382 |
123-021 |
LOW |
122-280 |
0.618 |
122-181 |
1.000 |
122-120 |
1.618 |
122-021 |
2.618 |
121-181 |
4.250 |
120-240 |
|
|
Fisher Pivots for day following 14-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
123-040 |
123-115 |
PP |
123-023 |
123-073 |
S1 |
123-007 |
123-032 |
|